+50.3%
CSX vs ADSK
-13.1%
+63.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | +8.7% | +11.3% | -2.6% | +9.0% |
| 3M | +4.2% | +3.3% | +0.9% | +4.2% |
| 6M | +16.7% | +10.1% | +6.5% | +17.0% |
| YTD | +44.5% | -12.2% | +56.6% | +45.6% |
| 1Y | +50.3% | -13.9% | +64.1% | +52.8% |
| All | +50.3% | -13.1% | +63.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling